| 更新時間： | 2021年4月15日 PM 8:09:52 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 25/02/21 | 24.990% | 30074.17 | 21.568% | 22.989% | +2.001% | 22.989% | +2.001% |
| 26/02/21 | 26.760% | 28980.21 | 25.099% | 23.334% | +3.426% | 29.467% | -2.707% |
| 01/03/21 | 24.460% | 29452.57 | 23.523% | 23.327% | +1.133% | 28.884% | -4.424% |
| 02/03/21 | 24.290% | 29095.86 | 23.681% | 23.581% | +0.709% | 29.004% | -4.714% |
| 03/03/21 | 22.980% | 29880.42 | 24.406% | 23.656% | -0.676% | 28.902% | -5.922% |
| 04/03/21 | 23.900% | 29236.79 | 25.409% | 24.424% | -0.524% | 29.640% | -5.740% |
| 05/03/21 | 24.510% | 29098.29 | 25.457% | 24.495% | +0.015% | 29.525% | -5.015% |
| 08/03/21 | 26.240% | 28540.83 | 26.083% | 25.007% | +1.233% | 29.526% | -3.286% |
| 09/03/21 | 25.480% | 28773.23 | 26.253% | 25.522% | -0.042% | 29.924% | -4.444% |
| 10/03/21 | 24.560% | 28907.52 | 26.320% | 25.905% | -1.345% | 30.160% | -5.600% |
| 11/03/21 | 24.560% | 28907.52 | 26.296% | 26.082% | -1.522% | 30.152% | -5.592% |
| 12/03/21 | 24.100% | 28739.72 | 25.704% | 26.131% | -2.031% | 29.995% | -5.895% |
| 15/03/21 | 23.630% | 28833.76 | 25.774% | 26.069% | -2.439% | 29.281% | -5.651% |
| 16/03/21 | 22.390% | 29027.69 | 25.425% | 25.904% | -3.514% | 28.882% | -6.492% |
| 17/03/21 | 21.380% | 29034.12 | 25.324% | 25.705% | -4.325% | 28.449% | -7.069% |
| 18/03/21 | 20.770% | 29405.72 | 25.096% | 25.464% | -4.694% | 27.974% | -7.204% |
| 19/03/21 | 21.010% | 28990.94 | 25.431% | 25.410% | -4.400% | 27.706% | -6.696% |
| 22/03/21 | 21.040% | 28885.34 | 25.106% | 25.276% | -4.236% | 26.937% | -5.897% |
| 23/03/21 | 21.230% | 28497.38 | 25.182% | 25.228% | -3.998% | 26.678% | -5.448% |
| 24/03/21 | 21.610% | 27918.14 | 23.662% | 24.895% | -3.285% | 26.122% | -4.512% |
| 25/03/21 | 20.040% | 27899.61 | 23.368% | 24.550% | -4.510% | 25.558% | -5.518% |
| 26/03/21 | 19.170% | 28336.43 | 20.221% | 23.508% | -4.338% | 24.280% | -5.110% |
| 29/03/21 | 19.400% | 28338.30 | 19.536% | 22.394% | -2.994% | 22.578% | -3.178% |
| 30/03/21 | 18.540% | 28577.50 | 19.205% | 21.198% | -2.658% | 21.198% | -2.658% |
| 31/03/21 | 18.320% | 28378.35 | 17.047% | 19.875% | -1.555% | 24.610% | -6.290% |
| 01/04/21 | 17.790% | 28938.74 | 16.776% | 18.557% | -0.767% | 22.825% | -5.035% |
| 07/04/21 | 18.300% | 28674.80 | 16.975% | 17.908% | +0.392% | 21.144% | -2.844% |
| 08/04/21 | 17.250% | 29008.07 | 16.105% | 17.222% | +0.028% | 20.192% | -2.942% |
| 09/04/21 | 17.100% | 28698.80 | 16.231% | 16.627% | +0.473% | 19.358% | -2.258% |
| 12/04/21 | 17.720% | 28453.28 | 16.359% | 16.489% | +1.231% | 18.792% | -1.072% |
| 13/04/21 | 18.080% | 28497.25 | 16.375% | 16.409% | +1.671% | 18.565% | -0.485% |
| 14/04/21 | 18.040% | 28900.83 | 17.063% | 16.427% | +1.613% | 18.450% | -0.410% |
| 15/04/21 | 18.470% | 28793.14 | 16.997% | 16.605% | +1.865% | 18.514% | -0.044% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 25/02/21 | 25.950% | 11717.41 | 23.478% | 23.857% | +2.093% | 23.857% | +2.093% |
| 26/02/21 | 27.130% | 11247.21 | 27.200% | 24.529% | +2.601% | 30.976% | -3.846% |
| 01/03/21 | 25.570% | 11453.68 | 25.656% | 24.797% | +0.773% | 30.704% | -5.134% |
| 02/03/21 | 25.040% | 11361.35 | 25.404% | 25.316% | -0.276% | 31.139% | -6.099% |
| 03/03/21 | 24.190% | 11666.24 | 26.202% | 25.588% | -1.398% | 31.263% | -7.073% |
| 04/03/21 | 25.050% | 11325.58 | 27.913% | 26.475% | -1.425% | 32.129% | -7.079% |
| 05/03/21 | 25.490% | 11292.22 | 27.918% | 26.619% | -1.129% | 32.085% | -6.595% |
| 08/03/21 | 27.340% | 11014.79 | 28.793% | 27.246% | +0.094% | 32.169% | -4.829% |
| 09/03/21 | 27.360% | 10973.15 | 28.777% | 27.921% | -0.561% | 32.737% | -5.377% |
| 10/03/21 | 26.280% | 11059.67 | 28.993% | 28.479% | -2.199% | 33.157% | -6.877% |
| 11/03/21 | 26.280% | 11059.67 | 28.997% | 28.696% | -2.416% | 33.174% | -6.894% |
| 12/03/21 | 25.980% | 11172.95 | 28.869% | 28.886% | -2.906% | 33.157% | -7.177% |
| 15/03/21 | 25.420% | 11144.08 | 28.843% | 28.896% | -3.476% | 32.456% | -7.036% |
| 16/03/21 | 24.320% | 11329.43 | 29.472% | 29.035% | -4.715% | 32.374% | -8.054% |
| 17/03/21 | 22.910% | 11358.66 | 29.206% | 29.077% | -6.167% | 32.182% | -9.272% |
| 18/03/21 | 22.660% | 11470.43 | 28.915% | 29.061% | -6.401% | 31.925% | -9.265% |
| 19/03/21 | 22.770% | 11283.92 | 29.235% | 29.134% | -6.364% | 31.767% | -8.997% |
| 22/03/21 | 23.060% | 11306.71 | 28.571% | 29.080% | -6.020% | 30.991% | -7.931% |
| 23/03/21 | 23.280% | 11111.18 | 29.012% | 28.988% | -5.708% | 30.654% | -7.374% |
| 24/03/21 | 23.920% | 10847.98 | 27.641% | 28.675% | -4.755% | 30.088% | -6.168% |
| 25/03/21 | 22.880% | 10744.27 | 26.953% | 28.282% | -5.402% | 29.444% | -6.564% |
| 26/03/21 | 22.080% | 10966.06 | 24.249% | 27.285% | -5.205% | 28.182% | -6.102% |
| 29/03/21 | 22.380% | 10942.94 | 23.398% | 26.250% | -3.870% | 26.466% | -4.086% |
| 30/03/21 | 21.500% | 11020.87 | 23.390% | 25.126% | -3.626% | 25.126% | -3.626% |
| 31/03/21 | 21.070% | 10972.04 | 21.503% | 23.899% | -2.829% | 29.591% | -8.521% |
| 01/04/21 | 20.440% | 11217.41 | 20.589% | 22.626% | -2.186% | 27.829% | -7.389% |
| 07/04/21 | 20.960% | 11070.58 | 21.047% | 21.985% | -1.025% | 25.958% | -4.998% |
| 08/04/21 | 19.570% | 11109.48 | 19.461% | 21.198% | -1.628% | 24.854% | -5.284% |
| 09/04/21 | 19.430% | 10977.37 | 19.930% | 20.506% | -1.076% | 23.874% | -4.444% |
| 12/04/21 | 19.990% | 10874.83 | 19.837% | 20.173% | -0.183% | 22.989% | -2.999% |
| 13/04/21 | 20.330% | 10850.53 | 19.824% | 20.020% | +0.310% | 22.651% | -2.321% |
| 14/04/21 | 20.330% | 10999.30 | 19.952% | 19.801% | +0.529% | 22.240% | -1.910% |
| 15/04/21 | 20.930% | 10905.89 | 20.131% | 19.935% | +0.995% | 22.227% | -1.297% |